Download or read book Statistical Models as Extremal Families written by Steffen L. Lauritzen and published by . This book was released on 1982 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Extremal Families and Systems of Sufficient Statistics written by Steffen L. Lauritzen and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 283 pages. Available in PDF, EPUB and Kindle. Book excerpt: The pOint of view behind the present work is that the connection between a statistical model and a statistical analysis-is a dua lity (in a vague sense). In usual textbooks on mathematical statistics it is often so that the statistical model is given in advance and then various in ference principles are applied to deduce the statistical ana lysis to be performed. It is however possible to reverse the above procedure: given that one wants to perform a certain statistical analysis, how can this be expressed in terms of a statistical model? In that sense we think of the statistical analysis and the stati stical model as two ways of expressing the same phenomenon, rather than thinking of the model as representing an idealisation of "truth" and the statistical analysis as a method of revealing that truth to the scientist. It is not the aim of the present work to solve the problem of giving the correct-anq final mathematical description of the quite complicated relation between model and analysis. We have rather restricted ourselves to describe a particular aspect of this, formulate it in mathematical terms, and then tried to make a rigorous and consequent investigation of that mathematical struc ture.
Download or read book An Introduction to Statistical Modeling of Extreme Values written by Stuart Coles and published by Springer Science & Business Media. This book was released on 2013-11-27 with total page 219 pages. Available in PDF, EPUB and Kindle. Book excerpt: Directly oriented towards real practical application, this book develops both the basic theoretical framework of extreme value models and the statistical inferential techniques for using these models in practice. Intended for statisticians and non-statisticians alike, the theoretical treatment is elementary, with heuristics often replacing detailed mathematical proof. Most aspects of extreme modeling techniques are covered, including historical techniques (still widely used) and contemporary techniques based on point process models. A wide range of worked examples, using genuine datasets, illustrate the various modeling procedures and a concluding chapter provides a brief introduction to a number of more advanced topics, including Bayesian inference and spatial extremes. All the computations are carried out using S-PLUS, and the corresponding datasets and functions are available via the Internet for readers to recreate examples for themselves. An essential reference for students and researchers in statistics and disciplines such as engineering, finance and environmental science, this book will also appeal to practitioners looking for practical help in solving real problems. Stuart Coles is Reader in Statistics at the University of Bristol, UK, having previously lectured at the universities of Nottingham and Lancaster. In 1992 he was the first recipient of the Royal Statistical Society's research prize. He has published widely in the statistical literature, principally in the area of extreme value modeling.
Download or read book Advances in GLIM and Statistical Modelling written by Ludwig Fahrmeir and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents the published Proceedings of the joint meeting of GUM92 and the 7th International Workshop on Statistical Modelling, held in Munich, Germany from 13 to 17 July 1992. The meeting aimed to bring together researchers interested in the development and applications of generalized linear modelling in GUM and those interested in statistical modelling in its widest sense. This joint meeting built upon the success of previous workshops and GUM conferences. Previous GUM conferences were held in London and Lancaster, and a joint GUM Conference/4th Modelling Workshop was held in Trento. (The Proceedings of previous GUM conferences/Statistical Modelling Workshops are available as numbers 14 , 32 and 57 of the Springer Verlag series of Lecture Notes in Statistics). Workshops have been organized in Innsbruck, Perugia, Vienna, Toulouse and Utrecht. (Proceedings of the Toulouse Workshop appear as numbers 3 and 4 of volume 13 of the journal Computational Statistics and Data Analysis). Much statistical modelling is carried out using GUM, as is apparent from many of the papers in these Proceedings. Thus the Programme Committee were also keen on encouraging papers which addressed problems which are not only of practical importance but which are also relevant to GUM or other software development. The Programme Committee requested both theoretical and applied papers. Thus there are papers in a wide range of practical areas, such as ecology, breast cancer remission and diabetes mortality, banking and insurance, quality control, social mobility, organizational behaviour.
Download or read book Elements of Bayesian Statistics written by Florens and published by Routledge. This book was released on 2019-01-22 with total page 544 pages. Available in PDF, EPUB and Kindle. Book excerpt: The ingratiating title notwithstanding, this is in no standard sense a text but a monograph, based largely upon the authors' research over a period of years, and intended to be read by sophisticated students of theoretical statistics. No exercises attach to the nine chapters, nor are they interrup
Download or read book Statistical Techniques for Modelling Extreme Value Data and Related Applications written by Haroon M. Barakat and published by Cambridge Scholars Publishing. This book was released on 2019-05-14 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book tackles some modern trends and methods in the modelling of extreme data. Usually such data arise from random phenomena such as floods, hurricanes, air and water pollutants, extreme claim sizes, life spans, and maximum sizes of ecological populations. It provides the latest statistical methods to model these random phenomena to understand and predict them, thus allowing the avoidance of damage or at least minimizing it. In addition, this book sheds light on the mathematical and statistical theories on which applied modelling methods were built. Therefore, it has both an applied and theoretical orientation, and represents a valuable addition to existing literature on the modelling of extreme value data.
Download or read book Copulas and Dependence Models with Applications written by Manuel Úbeda Flores and published by Springer. This book was released on 2017-10-13 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents contributions and review articles on the theory of copulas and their applications. The authoritative and refereed contributions review the latest findings in the area with emphasis on “classical” topics like distributions with fixed marginals, measures of association, construction of copulas with given additional information, etc. The book celebrates the 75th birthday of Professor Roger B. Nelsen and his outstanding contribution to the development of copula theory. Most of the book’s contributions were presented at the conference “Copulas and Their Applications” held in his honor in Almería, Spain, July 3-5, 2017. The chapter 'When Gumbel met Galambos' is published open access under a CC BY 4.0 license.
Download or read book Themes in Modern Macroeconomics written by Heige Brink and published by Springer. This book was released on 2016-07-27 with total page 191 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume provides a broad overview of the development of macroeconomic theory and methods. Against this background fundamental questions are addressed by the authors: reconciliation of micro and macroeconomic theory, the role of money in macroeconomic modelling, the concept of income, and new suggestions for the basic framework of macroeconomic theorizing.
Download or read book Extreme Events in Finance written by Francois Longin and published by John Wiley & Sons. This book was released on 2016-09-21 with total page 639 pages. Available in PDF, EPUB and Kindle. Book excerpt: A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sector Presenting a uniquely accessible guide, Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications features a combination of the theory, methods, and applications of extreme value theory (EVT) in finance and a practical understanding of market behavior including both ordinary and extraordinary conditions. Beginning with a fascinating history of EVTs and financial modeling, the handbook introduces the historical implications that resulted in the applications and then clearly examines the fundamental results of EVT in finance. After dealing with these theoretical results, the handbook focuses on the EVT methods critical for data analysis. Finally, the handbook features the practical applications and techniques and how these can be implemented in financial markets. Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications includes: Over 40 contributions from international experts in the areas of finance, statistics, economics, business, insurance, and risk management Topical discussions on univariate and multivariate case extremes as well as regulation in financial markets Extensive references in order to provide readers with resources for further study Discussions on using R packages to compute the value of risk and related quantities The book is a valuable reference for practitioners in financial markets such as financial institutions, investment funds, and corporate treasuries, financial engineers, quantitative analysts, regulators, risk managers, large-scale consultancy groups, and insurers. Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications is also a useful textbook for postgraduate courses on the methodology of EVTs in finance.
Download or read book Stochastic Models Statistical Methods and Algorithms in Image Analysis written by Piero Barone and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume comprises a collection of papers by world- renowned experts on image analysis. The papers range from survey articles to research papers, and from theoretical topics such as simulated annealing through to applied image reconstruction. It covers applications as diverse as biomedicine, astronomy, and geophysics. As a result, any researcher working on image analysis will find this book provides an up-to-date overview of the field and in addition, the extensive bibliographies will make this a useful reference.
Download or read book Decomposition and Invariance of Measures and Statistical Transformation Models written by Ole E Barndorff-Nielsen and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Bayesian Statistics 6 written by J. M. Bernardo and published by Oxford University Press. This book was released on 1999-08-12 with total page 886 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bayesian statistics is a dynamic and fast-growing area of statistical research and the Valencia International Meetings provide the main forum for discussion. These resulting proceedings form an up-to-date collection of research.
Download or read book Probability Models and Statistical Analyses for Ranking Data written by Michael A. Fligner and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 330 pages. Available in PDF, EPUB and Kindle. Book excerpt: In June of 1990, a conference was held on Probablity Models and Statisti cal Analyses for Ranking Data, under the joint auspices of the American Mathematical Society, the Institute for Mathematical Statistics, and the Society of Industrial and Applied Mathematicians. The conference took place at the University of Massachusetts, Amherst, and was attended by 36 participants, including statisticians, mathematicians, psychologists and sociologists from the United States, Canada, Israel, Italy, and The Nether lands. There were 18 presentations on a wide variety of topics involving ranking data. This volume is a collection of 14 of these presentations, as well as 5 miscellaneous papers that were contributed by conference participants. We would like to thank Carole Kohanski, summer program coordinator for the American Mathematical Society, for her assistance in arranging the conference; M. Steigerwald for preparing the manuscripts for publication; Martin Gilchrist at Springer-Verlag for editorial advice; and Persi Diaconis for contributing the Foreword. Special thanks go to the anonymous referees for their careful readings and constructive comments. Finally, we thank the National Science Foundation for their sponsorship of the AMS-IMS-SIAM Joint Summer Programs. Contents Preface vii Conference Participants xiii Foreword xvii 1 Ranking Models with Item Covariates 1 D. E. Critchlow and M. A. Fligner 1. 1 Introduction. . . . . . . . . . . . . . . 1 1. 2 Basic Ranking Models and Their Parameters 2 1. 3 Ranking Models with Covariates 8 1. 4 Estimation 9 1. 5 Example. 11 1. 6 Discussion. 14 1. 7 Appendix . 15 1. 8 References.
Download or read book Mathematics Into the Twenty first Century written by American Mathematical Society and published by American Mathematical Soc.. This book was released on 1992 with total page 514 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the summer of 1988 in Providence, the AMS celebrated its centennial with a wide range of mathematical activities. Among those was a symposium, Mathematics into the Twenty-first Century, which brought together a number of the top research mathematicians who will likely have a significant impact on the mathematics of this century. This book contains the lectures presented by 16 of the 18 individuals who spoke during the symposium. Written by some of the major international figures in mathematical research, this group of articles covers a panorama of the vital areas of mathematics at the turn of the 21st century and gives the general mathematical reader a broad perspective on some of the major trends in research.
Download or read book Modelling Longitudinal and Spatially Correlated Data written by Timothy G. Gregoire and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: Correlated data arise in numerous contexts across a wide spectrum of subject-matter disciplines. Modeling such data present special challenges and opportunities that have received increasing scrutiny by the statistical community in recent years. In October 1996 a group of 210 statisticians and other scientists assembled on the small island of Nantucket, U. S. A. , to present and discuss new developments relating to Modelling Longitudinal and Spatially Correlated Data: Methods, Applications, and Future Direc tions. Its purpose was to provide a cross-disciplinary forum to explore the commonalities and meaningful differences in the source and treatment of such data. This volume is a compilation of some of the important invited and volunteered presentations made during that conference. The three days and evenings of oral and displayed presentations were arranged into six broad thematic areas. The session themes, the invited speakers and the topics they addressed were as follows: • Generalized Linear Models: Peter McCullagh-"Residual Likelihood in Linear and Generalized Linear Models" • Longitudinal Data Analysis: Nan Laird-"Using the General Linear Mixed Model to Analyze Unbalanced Repeated Measures and Longi tudinal Data" • Spatio---Temporal Processes: David R. Brillinger-"Statistical Analy sis of the Tracks of Moving Particles" • Spatial Data Analysis: Noel A. Cressie-"Statistical Models for Lat tice Data" • Modelling Messy Data: Raymond J. Carroll-"Some Results on Gen eralized Linear Mixed Models with Measurement Error in Covariates" • Future Directions: Peter J.
Download or read book Optimum Designs for Multi Factor Models written by Rainer Schwabe and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt: In real applications most experimental situations are influenced by a large number of different factors. In these settings the design of an experiment leads to challenging optimization problems, even if the underlying relationship can be described by a linear model. Based on recent research, this book introduces the theory of optimum designs for complex models and develops general methods of reduction to marginal problems for large classes of models with relevant interaction structures.
Download or read book Selecting Models from Data written by P. Cheeseman and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 475 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is a selection of papers presented at the Fourth International Workshop on Artificial Intelligence and Statistics held in January 1993. These biennial workshops have succeeded in bringing together researchers from Artificial Intelligence and from Statistics to discuss problems of mutual interest. The exchange has broadened research in both fields and has strongly encour aged interdisciplinary work. The theme ofthe 1993 AI and Statistics workshop was: "Selecting Models from Data". The papers in this volume attest to the diversity of approaches to model selection and to the ubiquity of the problem. Both statistics and artificial intelligence have independently developed approaches to model selection and the corresponding algorithms to implement them. But as these papers make clear, there is a high degree of overlap between the different approaches. In particular, there is agreement that the fundamental problem is the avoidence of "overfitting"-Le., where a model fits the given data very closely, but is a poor predictor for new data; in other words, the model has partly fitted the "noise" in the original data.
